+337.6%
WELL vs DAR
+367.0%
-29.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | -0.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +0.5% | +13.0% | -12.4% | -3.1% |
| 3M | +19.1% | +15.0% | +4.1% | +13.8% |
| 6M | +17.0% | +26.8% | -9.9% | +8.3% |
| YTD | +29.2% | +86.4% | -57.2% | +6.7% |
| 1Y | +42.1% | +115.1% | -72.9% | +11.4% |
| 3Y | +204.5% | +14.6% | +189.9% | +178.3% |
| 5Y | +211.0% | -8.8% | +219.8% | +189.2% |
| 10Y | +337.6% | +356.5% | -18.9% | +91.5% |
| All | +337.6% | +367.0% | -29.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling